ETF
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 15% |
VGT Vanguard Information Technology ETF | Technology Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 10% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 21, 2025, the ETF returned 0.74% Year-To-Date and 19.50% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| ETF | 0.74% | 20.23% | 1.68% | 11.97% | 21.06% | 19.50% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 1.92% | 17.15% | 3.66% | 15.07% | 18.59% | 17.68% |
VGT Vanguard Information Technology ETF | -1.30% | 21.24% | 0.37% | 14.26% | 20.03% | 19.87% |
XLK Technology Select Sector SPDR Fund | 0.67% | 21.16% | 1.35% | 9.79% | 20.44% | 19.73% |
SMH VanEck Vectors Semiconductor ETF | 1.39% | 27.53% | 1.00% | 4.95% | 29.84% | 25.25% |
VOO Vanguard S&P 500 ETF | 1.48% | 12.60% | 1.07% | 13.35% | 16.77% | 12.78% |
Monthly Returns
The table below presents the monthly returns of ETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.51% | -2.77% | -8.20% | 1.00% | 11.18% | 0.74% | |||||||
| 2024 | 2.75% | 6.38% | 2.21% | -5.07% | 7.67% | 7.20% | -2.29% | 0.75% | 2.24% | -1.11% | 4.98% | -0.13% | 27.72% |
| 2023 | 10.55% | 0.05% | 9.42% | -0.72% | 8.78% | 6.12% | 3.48% | -1.87% | -6.07% | -1.77% | 12.49% | 5.57% | 54.32% |
| 2022 | -8.00% | -4.12% | 3.30% | -12.21% | -0.03% | -10.26% | 13.22% | -6.11% | -11.55% | 5.91% | 7.84% | -8.36% | -29.37% |
| 2021 | 0.14% | 1.93% | 1.68% | 4.55% | -0.41% | 6.12% | 2.82% | 3.56% | -5.59% | 7.78% | 4.03% | 2.45% | 32.41% |
| 2020 | 2.30% | -6.60% | -9.31% | 14.13% | 6.70% | 6.51% | 6.65% | 9.99% | -4.45% | -3.29% | 12.80% | 5.23% | 44.63% |
| 2019 | 8.37% | 5.67% | 3.82% | 6.37% | -9.44% | 8.83% | 3.43% | -1.92% | 1.78% | 4.28% | 4.76% | 4.56% | 46.98% |
| 2018 | 7.73% | -0.77% | -3.37% | -0.85% | 6.63% | -0.47% | 2.70% | 6.07% | -0.30% | -8.79% | -0.23% | -8.44% | -1.62% |
| 2017 | 4.02% | 4.24% | 2.29% | 1.87% | 4.38% | -2.59% | 4.10% | 2.54% | 1.34% | 6.20% | 1.20% | 0.28% | 33.92% |
| 2016 | -5.62% | -0.61% | 8.23% | -3.90% | 5.07% | -1.43% | 7.54% | 1.81% | 2.46% | -1.13% | 1.27% | 1.63% | 15.35% |
| 2015 | -3.08% | 7.65% | -2.66% | 1.63% | 2.94% | -4.17% | 1.97% | -5.91% | -1.39% | 10.23% | 1.11% | -2.15% | 5.05% |
| 2014 | -2.51% | 4.96% | 0.13% | -0.47% | 3.71% | 3.25% | 0.49% | 4.43% | -0.96% | 1.88% | 5.06% | -1.54% | 19.60% |
Expense Ratio
ETF has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.60 | 1.03 | 1.14 | 0.69 | 2.26 |
VGT Vanguard Information Technology ETF | 0.48 | 0.90 | 1.13 | 0.57 | 1.84 |
XLK Technology Select Sector SPDR Fund | 0.32 | 0.70 | 1.10 | 0.42 | 1.32 |
SMH VanEck Vectors Semiconductor ETF | 0.12 | 0.50 | 1.07 | 0.17 | 0.40 |
VOO Vanguard S&P 500 ETF | 0.69 | 1.10 | 1.16 | 0.73 | 2.79 |
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Dividends
Dividend yield
ETF provided a 0.63% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.63% | 0.64% | 0.74% | 1.03% | 0.63% | 0.83% | 1.17% | 1.44% | 1.19% | 1.35% | 1.55% | 1.43% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VGT Vanguard Information Technology ETF | 0.52% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ETF was 35.28%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.
The current ETF drawdown is 4.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.28% | Dec 28, 2021 | 202 | Oct 14, 2022 | 188 | Jul 18, 2023 | 390 |
| -30.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -25.41% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -22.9% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -17.77% | Feb 18, 2011 | 127 | Aug 19, 2011 | 103 | Jan 18, 2012 | 230 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SMH | VOO | QQQ | XLK | VGT | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.77 | 1.00 | 0.90 | 0.89 | 0.89 | 0.91 |
| SMH | 0.77 | 1.00 | 0.77 | 0.83 | 0.85 | 0.86 | 0.91 |
| VOO | 1.00 | 0.77 | 1.00 | 0.90 | 0.89 | 0.89 | 0.90 |
| QQQ | 0.90 | 0.83 | 0.90 | 1.00 | 0.96 | 0.96 | 0.97 |
| XLK | 0.89 | 0.85 | 0.89 | 0.96 | 1.00 | 0.99 | 0.99 |
| VGT | 0.89 | 0.86 | 0.89 | 0.96 | 0.99 | 1.00 | 0.99 |
| Portfolio | 0.91 | 0.91 | 0.90 | 0.97 | 0.99 | 0.99 | 1.00 |